CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9618 |
0.9663 |
0.0045 |
0.5% |
0.9789 |
| High |
0.9716 |
0.9696 |
-0.0020 |
-0.2% |
0.9790 |
| Low |
0.9584 |
0.9612 |
0.0028 |
0.3% |
0.9550 |
| Close |
0.9660 |
0.9640 |
-0.0020 |
-0.2% |
0.9660 |
| Range |
0.0132 |
0.0084 |
-0.0048 |
-36.4% |
0.0240 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
575 |
315 |
-260 |
-45.2% |
2,176 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9901 |
0.9855 |
0.9686 |
|
| R3 |
0.9817 |
0.9771 |
0.9663 |
|
| R2 |
0.9733 |
0.9733 |
0.9655 |
|
| R1 |
0.9687 |
0.9687 |
0.9648 |
0.9668 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9640 |
| S1 |
0.9603 |
0.9603 |
0.9632 |
0.9584 |
| S2 |
0.9565 |
0.9565 |
0.9625 |
|
| S3 |
0.9481 |
0.9519 |
0.9617 |
|
| S4 |
0.9397 |
0.9435 |
0.9594 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0387 |
1.0263 |
0.9792 |
|
| R3 |
1.0147 |
1.0023 |
0.9726 |
|
| R2 |
0.9907 |
0.9907 |
0.9704 |
|
| R1 |
0.9783 |
0.9783 |
0.9682 |
0.9725 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9638 |
| S1 |
0.9543 |
0.9543 |
0.9638 |
0.9485 |
| S2 |
0.9427 |
0.9427 |
0.9616 |
|
| S3 |
0.9187 |
0.9303 |
0.9594 |
|
| S4 |
0.8947 |
0.9063 |
0.9528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9720 |
0.9550 |
0.0170 |
1.8% |
0.0088 |
0.9% |
53% |
False |
False |
440 |
| 10 |
0.9790 |
0.9546 |
0.0244 |
2.5% |
0.0092 |
1.0% |
39% |
False |
False |
326 |
| 20 |
0.9808 |
0.9530 |
0.0278 |
2.9% |
0.0081 |
0.8% |
40% |
False |
False |
259 |
| 40 |
1.0170 |
0.9530 |
0.0640 |
6.6% |
0.0074 |
0.8% |
17% |
False |
False |
170 |
| 60 |
1.0505 |
0.9372 |
0.1133 |
11.8% |
0.0079 |
0.8% |
24% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0053 |
|
2.618 |
0.9916 |
|
1.618 |
0.9832 |
|
1.000 |
0.9780 |
|
0.618 |
0.9748 |
|
HIGH |
0.9696 |
|
0.618 |
0.9664 |
|
0.500 |
0.9654 |
|
0.382 |
0.9644 |
|
LOW |
0.9612 |
|
0.618 |
0.9560 |
|
1.000 |
0.9528 |
|
1.618 |
0.9476 |
|
2.618 |
0.9392 |
|
4.250 |
0.9255 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9654 |
0.9643 |
| PP |
0.9649 |
0.9642 |
| S1 |
0.9645 |
0.9641 |
|